The first step in building a component is to develop an appropriate design. Designing Components outlines the component design process. Once you have a plan for developing your component, you will need to implement this plan using an appropriate development environment. You can implement your component using any development environment that is suitable for creating COM components. There are, however, some differences in how different environments approach this procedure. This section distinguishes between the requirements for implementing with script components, Visual Basic, Visual J++, or Visual C++. In addition it describes implementation issues relating to security and type libraries.
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You should implement your server component as a DLL (in-process) server. Because you implement your component as a DLL, it will run in the same process as the Web application that contains the ASP script that creates the component instance. Running a component in-process with applications provides superior performance to out-of-process servers.
If you implement your component as an out-of-process server (an executable file) there are several issues that you should consider. These issues are discussed Simplify Development With Process Isolation.
More information on implementation can be found through Additional Resources on Creating Components.